Estimates of moments and tails of Gaussian chaoses
Latała, Rafał
Ann. Probab., Tome 34 (2006) no. 1, p. 2315-2331 / Harvested from Project Euclid
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We derive two-sided estimates on moments and tails of Gaussian chaoses, that is, random variables of the form ∑ai1,…,idgi1⋯gid, where gi are i.i.d. ${\mathcal{N}}(0,1)$ r.v.’s. Estimates are exact up to constants depending on d only.
Publié le : 2006-11-14
Classification:  Gaussian chaoses,  Gaussian processes,  metric entropy,  60E15,  60G15 
@article{1171377444,
     author = {Lata\l a, Rafa\l },
     title = {Estimates of moments and tails of Gaussian chaoses},
     journal = {Ann. Probab.},
     volume = {34},
     number = {1},
     year = {2006},
     pages = { 2315-2331},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1171377444}
}

Latała, Rafał. Estimates of moments and tails of Gaussian chaoses. Ann. Probab., Tome 34 (2006) no. 1, pp.  2315-2331. http://gdmltest.u-ga.fr/item/1171377444/